+205.8%
RSP vs DGX
+255.3%
-49.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | -2.8% | -1.2% | -1.7% | -2.4% |
| 3M | +2.8% | +15.8% | -12.9% | -2.7% |
| 6M | +10.2% | +18.2% | -8.0% | +3.3% |
| YTD | +13.1% | +37.2% | -24.1% | -0.1% |
| 1Y | +14.8% | +30.4% | -15.6% | +3.1% |
| 3Y | +52.6% | +96.7% | -44.1% | +15.0% |
| 5Y | +51.6% | +67.2% | -15.5% | +20.0% |
| All | +205.8% | +255.3% | -49.5% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling